CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9776 |
0.9782 |
0.0006 |
0.1% |
1.0090 |
| High |
0.9820 |
0.9822 |
0.0002 |
0.0% |
1.0147 |
| Low |
0.9732 |
0.9739 |
0.0007 |
0.1% |
0.9807 |
| Close |
0.9775 |
0.9799 |
0.0024 |
0.2% |
0.9850 |
| Range |
0.0088 |
0.0083 |
-0.0005 |
-5.7% |
0.0340 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
184,771 |
200,595 |
15,824 |
8.6% |
806,939 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
1.0000 |
0.9845 |
|
| R3 |
0.9953 |
0.9917 |
0.9822 |
|
| R2 |
0.9870 |
0.9870 |
0.9814 |
|
| R1 |
0.9834 |
0.9834 |
0.9807 |
0.9852 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9796 |
| S1 |
0.9751 |
0.9751 |
0.9791 |
0.9769 |
| S2 |
0.9704 |
0.9704 |
0.9784 |
|
| S3 |
0.9621 |
0.9668 |
0.9776 |
|
| S4 |
0.9538 |
0.9585 |
0.9753 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0742 |
1.0037 |
|
| R3 |
1.0615 |
1.0402 |
0.9944 |
|
| R2 |
1.0275 |
1.0275 |
0.9912 |
|
| R1 |
1.0062 |
1.0062 |
0.9881 |
0.9999 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9903 |
| S1 |
0.9722 |
0.9722 |
0.9819 |
0.9659 |
| S2 |
0.9595 |
0.9595 |
0.9788 |
|
| S3 |
0.9255 |
0.9382 |
0.9757 |
|
| S4 |
0.8915 |
0.9042 |
0.9663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9947 |
0.9732 |
0.0215 |
2.2% |
0.0098 |
1.0% |
31% |
False |
False |
193,674 |
| 10 |
1.0217 |
0.9732 |
0.0485 |
4.9% |
0.0101 |
1.0% |
14% |
False |
False |
170,441 |
| 20 |
1.0312 |
0.9732 |
0.0580 |
5.9% |
0.0106 |
1.1% |
12% |
False |
False |
167,814 |
| 40 |
1.0809 |
0.9732 |
0.1077 |
11.0% |
0.0128 |
1.3% |
6% |
False |
False |
184,353 |
| 60 |
1.1014 |
0.9732 |
0.1282 |
13.1% |
0.0130 |
1.3% |
5% |
False |
False |
141,438 |
| 80 |
1.1359 |
0.9732 |
0.1627 |
16.6% |
0.0129 |
1.3% |
4% |
False |
False |
106,226 |
| 100 |
1.1944 |
0.9732 |
0.2212 |
22.6% |
0.0122 |
1.2% |
3% |
False |
False |
85,010 |
| 120 |
1.2242 |
0.9732 |
0.2510 |
25.6% |
0.0107 |
1.1% |
3% |
False |
False |
70,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
1.0039 |
|
1.618 |
0.9956 |
|
1.000 |
0.9905 |
|
0.618 |
0.9873 |
|
HIGH |
0.9822 |
|
0.618 |
0.9790 |
|
0.500 |
0.9781 |
|
0.382 |
0.9771 |
|
LOW |
0.9739 |
|
0.618 |
0.9688 |
|
1.000 |
0.9656 |
|
1.618 |
0.9605 |
|
2.618 |
0.9522 |
|
4.250 |
0.9386 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9805 |
| PP |
0.9787 |
0.9803 |
| S1 |
0.9781 |
0.9801 |
|